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Starter is $19/month with 10 deploys per week. Upgrade as you grow.
This strategy trades the KXETH15M market, checking every 30 seconds. It enters when the bid-ask spread reaches at least 0.035, placing two post-only limit orders to capture that spread and refreshing them after each fill. Position size is capped at 20 contracts, orders are only allowed between prices 0.18 and 0.82, and the total loss is limited to 12.00.
Over the Apr 30 to May 30 window, this spread capture strategy on Kalshi turned in +$1,199 of simulated profit (+5995.9% on its configured risk capital), at a 3.15 Sharpe. It placed 75791 simulated trades and won 99.5% of them — a high hit rate — against shallow worst peak-to-trough drawdown of -$19.
Under the hood it simulated 2820 Ethereum (ETH) markets, closing 1842 winning and 9 losing positions after $544 in modeled fees, an average of 2526.4 trades a day. That trade-by-trade detail, the equity curve above, and the full rule set below are what separate this page from a one-line leaderboard entry.
Net PnL is the headline here; the Sharpe is unannualized over this short window, so read it as a within-sample texture of the equity curve rather than an industry-standard risk score. Because every figure comes from a single 30-day historical replay, it is best treated as a hypothesis to pressure-test rather than a forecast — the same rules can behave very differently once live fills, API latency, and shifting volatility enter the picture.
This backtest runs against Ethereum (ETH) markets on Kalshi's 15-minute series across 30 days (Apr 30 to May 30). These are short-horizon contracts that open and settle on a fixed 15-minute cadence, so the strategy is measured across many independent events rather than one long trend. Rules are evaluated once per 15-minute candle, and a signal can fill no earlier than the next tradable candle at top-of-book prices, net of Kalshi-style taker fees.
Compare other Ethereum (ETH) 15-minute strategies backtested on Turbine: